Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.55% | 1.91 CHF | 1.92 CHF | 150'000 | 150'000 | 67'520 | 67'520 | 125'858 CHF | 126'534 CHF | 99.91% | 99.91% |
19.11.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 152'000 | 152'000 | 67'626 | 67'626 | 125'872 CHF | 126'550 CHF | 100.00% | 100.00% |
18.11.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 150'000 | 150'000 | 65'042 | 65'042 | 127'606 CHF | 128'258 CHF | 99.64% | 99.64% |
15.11.2024 | 0.58% | 1.92 CHF | 1.93 CHF | 150'000 | 150'000 | 49'864 | 49'864 | 91'621 CHF | 92'121 CHF | 98.90% | 98.90% |
14.11.2024 | 1.11% | 1.81 CHF | 1.82 CHF | 152'000 | 152'000 | 50'980 | 50'980 | 90'955 CHF | 91'529 CHF | 95.10% | 95.10% |
13.11.2024 | 0.74% | 1.39 CHF | 1.40 CHF | 168'000 | 168'000 | 75'204 | 75'204 | 103'204 CHF | 103'958 CHF | 99.78% | 99.78% |
12.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 170'000 | 170'000 | 75'480 | 75'480 | 101'430 CHF | 102'186 CHF | 100.00% | 100.00% |
11.11.2024 | 0.78% | 1.33 CHF | 1.34 CHF | 170'000 | 170'000 | 76'297 | 76'297 | 100'086 CHF | 100'850 CHF | 99.90% | 99.90% |
08.11.2024 | 0.81% | 1.26 CHF | 1.27 CHF | 174'000 | 174'000 | 78'033 | 78'033 | 98'054 CHF | 98'836 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 174'000 | 174'000 | 77'460 | 77'460 | 98'758 CHF | 99'534 CHF | 99.86% | 99.86% |